UNITED STATES
                    SECURITIES AND EXCHANGE COMMISSION
                          Washington, D.C. 20549

                                 FORM 13F

                           FORM 13F COVER PAGE

Report for the Calendar Quarter Ended: 31 December 2002.

Check here if Amendment [ ]; Amendment Number.
This Amendment:         [ ]  is a restatement.
                        [ ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:       Deere & Company
Address:    One John Deere Place
            Moline, IL 61265

Form 13F File Number:  28-00850

The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:       James H. Becht
Title:      Associate General Counsel
Phone:      309-765-5574

Signature, Place, and Date of Signing:

/s/James H. Becht        Moline, Illinois     February 11, 2003
------------------       ----------------     -----------------
   [Signature]            [City, State]            [Date]


Report Type:

[X]  13F HOLDINGS REPORT.

[ ]  13F NOTICE.

[ ]  13F COMBINATION REPORT.










FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:       0

Form 13F Information Table Entry Total:  690

Form 13F Information Table Value Total:  $864,232
                                        (thousands)

List of Other Included Managers:         None





FORM 13F INFORMATION TABLE


                                                                                      INVESTMENT DISCRETION          VOTING
                                                                             SHRS OR  ---------------------         AUTHORITY
                                                CUSIP             FAIR MKT   PRINCIPAL              SHARED  OTHER  ---------
NAME OF ISSUER                 TITLE OF CLASS   NUMBER            VALUE(000) AMOUNT   SOLE  SHARED  OTHER   MGRS     SOLE
                                                                                       

ACE LTD                        ORD              G0070K103            613      20,900  X                               20,900
BUNGE LIMITED                  COM              G16962105            284      11,800  X                               11,800
COOPER INDS LTD                CL A             G24182100            273       7,500  X                                7,500
FRESH DEL MONTE PRODUCE INC    ORD              G36738105            193      10,200  X                               10,200
GARMIN LTD                     ORD              G37260109          1,201      41,000  X                               41,000
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101            581      13,500  X                               13,500
NABORS INDUSTRIES LTD          SHS              G6359F103            399      11,300  X                               11,300
NOBLE CORPORATION              SHS              G65422100            373      10,600  X                               10,600
TRANSOCEAN INC                 ORD              G90078109            594      25,600  X                               25,600
XL CAP LTD                     CL A             G98255105            827      10,700  X                               10,700
TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108            414      11,000  X                               11,000
VERISITY LTD                   ORD              M97385112            436      22,900  X                               22,900
A D C TELECOMMUNICATIONS       COM              000886101            134      63,900  X                               63,900
AFLAC INC                      COM              001055102          1,265      42,000  X                               42,000
AES CORP                       COM              00130H105            130      42,900  X                               42,900
AMR CORP                       COM              001765106             83      12,500  X                               12,500
AOL TIME WARNER INC            COM              00184A105          4,665     356,100  X                              356,100
AT&T CORP                      COM NEW          001957505          1,581      60,560  X                               60,560
AT&T WIRELESS SVCS INC         COM              00209A106          1,229     217,447  X                              217,447
AARON RENTS INC                COM              002535201            210       9,600  X                                9,600
ABBOTT LABS                    COM              002824100          5,968     149,200  X                              149,200
ABERCROMBIE & FITCH CO         CL A             002896207            859      42,000  X                               42,000
ACTIVISION INC NEW             COM NEW          004930202            718      49,200  X                               49,200
ACTRADE FINL TECHNOLOGIES LT   COM              00507P102              2      22,000  X                               22,000
ADMINISTAFF INC                COM              007094105            159      26,500  X                               26,500
ADOBE SYS INC                  COM              00724F101            474      19,100  X                               19,100
ADVANCEPCS                     COM              00790K109          1,102      49,600  X                               49,600
ADVANCED MICRO DEVICES INC     COM              007903107            176      27,300  X                               27,300
AETNA INC NEW                  COM              00817Y108            477      11,600  X                               11,600
AFFILIATED COMPUTER SERVICES   CL A             008190100          1,632      31,000  X                               31,000
AFTERMARKET TECHNOLOGY CORP    COM              008318107            492      33,900  X                               33,900
AGILENT TECHNOLOGIES INC       COM              00846U101            670      37,300  X                               37,300
AIR PRODS & CHEMS INC          COM              009158106            782      18,300  X                               18,300
ALBANY MOLECULAR RESH INC      COM              012423109            382      25,800  X                               25,800
ALBEMARLE CORP                 COM              012653101            341      12,000  X                               12,000
ALBERTO CULVER CO              CL B CONV        013068101            232       4,600  X                                4,600
ALBERTSONS INC                 COM              013104104          1,810      81,300  X                               81,300
ALCOA INC                      COM              013817101          1,553      68,172  X                               68,172
ALLEGHENY ENERGY INC           COM              017361106             76      10,100  X                               10,100
ALLEN TELECOM INC              COM              018091108            157      16,600  X                               16,600
ALLERGAN INC                   COM              018490102            605      10,500  X                               10,500
ALLIANT TECHSYSTEMS INC        COM              018804104            267       4,275  X                                4,275
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308            158      15,800  X                               15,800
ALLSTATE CORP                  COM              020002101          3,595      97,200  X                               97,200
ALLTEL CORP                    COM              020039103          2,321      45,500  X                               45,500
ALPHARMA INC                   CL A             020813101            348      29,200  X                               29,200
ALTERA CORP                    COM              021441100            382      31,000  X                               31,000
AMBAC FINL GROUP INC           COM              023139108            478       8,500  X                                8,500
AMERADA HESS CORP              COM              023551104            391       7,100  X                                7,100
AMEREN CORP                    COM              023608102          1,625      39,100  X                               39,100
AMERICAN ELEC PWR INC          COM              025537101            708      25,920  X                               25,920
AMERICAN EXPRESS CO            COM              025816109          3,793     107,300  X                              107,300
AMERICAN INTL GROUP INC        COM              026874107         12,485     215,813  X                              215,813
AMERICAN MGMT SYS INC          COM              027352103            258      21,500  X                               21,500
AMERICAN PWR CONVERSION CORP   COM              029066107            238      15,700  X                               15,700
AMERICAN STD COS INC DEL       COM              029712106            420       5,900  X                                5,900
AMERICAN WOODMARK CORP         COM              030506109            394       8,300  X                                8,300
AMERICREDIT CORP               COM              03060R101            573      74,000  X                               74,000
AMERISOURCEBERGEN CORP         COM              03073E105            684      12,600  X                               12,600
AMGEN INC                      COM              031162100          5,007     103,572  X                              103,572
AMSOUTH BANCORPORATION         COM              032165102            563      29,300  X                               29,300
ANADARKO PETE CORP             COM              032511107            958      20,000  X                               20,000
ANALOG DEVICES INC             COM              032654105            699      29,300  X                               29,300
ANHEUSER BUSCH COS INC         COM              035229103          4,022      83,100  X                               83,100
ANTHEM INC                     COM              03674B104            717      11,400  X                               11,400
AON CORP                       COM              037389103            410      21,700  X                               21,700
APACHE CORP                    COM              037411105            629      11,030  X                               11,030
APOLLO GROUP INC               CL A             037604105          1,628      37,000  X                               37,000
APPLE COMPUTER INC             COM              037833100            407      28,400  X                               28,400
APPLEBEES INTL INC             COM              037899101            417      18,000  X                               18,000
APPLERA CORP                   COM AP BIO GRP   038020103            300      17,100  X                               17,100
APPLIED MICRO CIRCUITS CORP    COM              03822W109             89      24,100  X                               24,100
APPLIED MATLS INC              COM              038222105          2,461     188,900  X                              188,900
APTARGROUP INC                 COM              038336103            359      11,500  X                               11,500
ARCHER DANIELS MIDLAND CO      COM              039483102            653      52,635  X                               52,635
ARCTIC CAT INC                 COM              039670104            368      23,000  X                               23,000
ARTHROCARE CORP                COM              043136100            221      22,400  X                               22,400
ASHLAND INC                    COM              044204105          1,187      41,600  X                               41,600
ASTEC INDS INC                 COM              046224101            163      16,400  X                               16,400
ASTORIA FINL CORP              COM              046265104          1,303      48,000  X                               48,000
ATMOS ENERGY CORP              COM              049560105            326      14,000  X                               14,000
AUTODESK INC                   COM              052769106          1,041      72,800  X                               72,800
AUTOMATIC DATA PROCESSING IN   COM              053015103          1,959      49,900  X                               49,900
AUTOZONE INC                   COM              053332102            608       8,600  X                                8,600
AVAYA INC                      COM              053499109             71      28,978  X                               28,978
AVERY DENNISON CORP            COM              053611109            843      13,800  X                               13,800
AVISTA CORP                    COM              05379B107            260      22,500  X                               22,500
AVOCENT CORP                   COM              053893103          1,309      58,900  X                               58,900
AVON PRODS INC                 COM              054303102          1,024      19,000  X                               19,000
BB&T CORP                      COM              054937107          1,635      44,200  X                               44,200
BJ SVCS CO                     COM              055482103            388      12,000  X                               12,000
BMC SOFTWARE INC               COM              055921100            334      19,500  X                               19,500
BAKER HUGHES INC               COM              057224107            869      27,000  X                               27,000
BALL CORP                      COM              058498106            466       9,100  X                                9,100
BANK OF AMERICA CORPORATION    COM              060505104         10,081     144,900  X                              144,900
BANK NEW YORK INC              COM              064057102          1,421      59,300  X                               59,300
BANK ONE CORP                  COM              06423A103          3,432      93,900  X                               93,900
BARD C R INC                   COM              067383109            534       9,200  X                                9,200
BARR LABS INC                  COM              068306109            260       4,000  X                                4,000
BAXTER INTL INC                COM              071813109          1,330      47,500  X                               47,500
BEAR STEARNS COS INC           COM              073902108          1,782      30,000  X                               30,000
BECKMAN COULTER INC            COM              075811109            998      33,800  X                               33,800
BECTON DICKINSON & CO          COM              075887109          1,126      36,700  X                               36,700
BED BATH & BEYOND INC          COM              075896100            808      23,400  X                               23,400
BELDEN INC                     COM              077459105            715      47,000  X                               47,000
BELLSOUTH CORP                 COM              079860102          4,222     163,200  X                              163,200
BEMIS INC                      COM              081437105          1,201      24,200  X                               24,200
BENCHMARK ELECTRS INC          COM              08160H101            602      21,000  X                               21,000
BEST BUY INC                   COM              086516101            616      25,500  X                               25,500
BIOGEN INC                     COM              090597105            477      11,900  X                               11,900
BIOMET INC                     COM              090613100            623      21,750  X                               21,750
BIOSITE INC                    COM              090945106            442      13,000  X                               13,000
BLACK & DECKER CORP            COM              091797100            274       6,400  X                                6,400
BLACK BOX CORP DEL             COM              091826107            358       8,000  X                                8,000
BLOCK H & R INC                COM              093671105          2,131      53,000  X                               53,000
BLYTH INC                      COM              09643P108            963      36,000  X                               36,000
BOB EVANS FARMS INC            COM              096761101            327      14,000  X                               14,000
BOEING CO                      COM              097023105          3,296      99,900  X                               99,900
BOSTON SCIENTIFIC CORP         COM              101137107          1,378      32,400  X                               32,400
BRIGGS & STRATTON CORP         COM              109043109            302       7,100  X                                7,100
BRISTOL MYERS SQUIBB CO        COM              110122108          3,604     155,700  X                              155,700
BROADCOM CORP                  CL A             111320107            318      21,100  X                               21,100
BROWN FORMAN CORP              CL B             115637209            359       5,500  X                                5,500
BROWN SHOE INC NEW             COM              115736100            429      18,000  X                               18,000
BUCKEYE TECHNOLOGIES INC       COM              118255108            174      28,300  X                               28,300
BURLINGTON NORTHN SANTA FE C   COM              12189T104            804      30,900  X                               30,900
BURLINGTON RES INC             COM              122014103            691      16,200  X                               16,200
CBRL GROUP INC                 COM              12489V106          1,085      36,000  X                               36,000
CEC ENTMT INC                  COM              125137109            608      19,800  X                               19,800
CIGNA CORP                     COM              125509109            477      11,600  X                               11,600
CMS ENERGY CORP                COM              125896100            101      10,700  X                               10,700
CSX CORP                       COM              126408103            487      17,200  X                               17,200
CTS CORP                       COM              126501105            338      43,600  X                               43,600
CVS CORP                       COM              126650100            784      31,400  X                               31,400
CALPINE CORP                   COM              131347106             98      30,100  X                               30,100
CAMPBELL SOUP CO               COM              134429109          1,854      79,000  X                               79,000
CAPITAL ONE FINL CORP          COM              14040H105            514      17,300  X                               17,300
CARAUSTAR INDS INC             COM              140909102            162      17,050  X                               17,050
CARDINAL HEALTH INC            COM              14149Y108          3,374      57,000  X                               57,000
CARNIVAL CORP                  COM              143658102          2,358      94,500  X                               94,500
CASH AMER INTL INC             COM              14754D100            180      18,900  X                               18,900
CATAPULT COMMUNICATIONS CORP   COM              149016107            435      36,400  X                               36,400
CATERPILLAR INC DEL            COM              149123101          1,262      27,600  X                               27,600
CENDANT CORP                   COM              151313103          1,704     162,600  X                              162,600
CENTERPOINT ENERGY INC         COM              15189T107            204      24,000  X                               24,000
CENTEX CORP                    COM              152312104            246       4,900  X                                4,900
CENTURYTEL INC                 COM              156700106            332      11,300  X                               11,300
CHARLES RIV LABS INTL INC      COM              159864107            350       9,100  X                                9,100
CHARTER ONE FINL INC           COM              160903100          1,603      55,783  X                               55,783
CHARTER MUN MTG ACCEP CO       SH BEN INT       160908109            434      25,000  X                               25,000
CHEVRONTEXACO CORP             COM              166764100          6,655     100,106  X                              100,106
CHIRON CORP                    COM              170040109            572      15,200  X                               15,200
CHUBB CORP                     COM              171232101            715      13,700  X                               13,700
CIENA CORP                     COM              171779101            136      26,400  X                               26,400
CINCINNATI FINL CORP           COM              172062101            488      13,000  X                               13,000
CINERGY CORP                   COM              172474108            452      13,400  X                               13,400
CIRCUIT CITY STORE INC         COM              172737108            125      16,800  X                               16,800
CISCO SYS INC                  COM              17275R102          9,179     700,700  X                              700,700
CINTAS CORP                    COM              172908105            627      13,700  X                               13,700
CITIGROUP INC                  COM              172967101         14,565     413,900  X                              413,900
CITIZENS COMMUNICATIONS CO     COM              17453B101            237      22,500  X                               22,500
CITRIX SYS INC                 COM              177376100            186      15,100  X                               15,100
CLEAR CHANNEL COMMUNICATIONS   COM              184502102          1,794      48,100  X                               48,100
CLOROX CO DEL                  COM              189054109          1,077      26,100  X                               26,100
COCA COLA CO                   COM              191216100          8,764     199,900  X                              199,900
COCA COLA ENTERPRISES INC      COM              191219104            778      35,800  X                               35,800
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102            433       6,000  X                                6,000
COLGATE PALMOLIVE CO           COM              194162103          2,328      44,400  X                               44,400
COMCAST CORP NEW               CL A             20030N101          3,888     164,955  X                              164,955
COMCAST CORP NEW               CL A SPL         20030N200            474      21,000  X                               21,000
COMERICA INC                   COM              200340107            618      14,300  X                               14,300
COMMERCE BANCSHARES INC        COM              200525103          1,134      28,875  X                               28,875
COMMERCIAL FEDERAL CORPORATI   COM              201647104            343      14,700  X                               14,700
COMMUNITY FIRST BANKSHARES I   COM              203902101            423      16,000  X                               16,000
COMPASS BANCSHARES INC         COM              20449H109            938      30,000  X                               30,000
COMPUTER ASSOC INTL INC        COM              204912109            626      46,400  X                               46,400
COMPUTER SCIENCES CORP         COM              205363104          1,623      47,100  X                               47,100
COMPUWARE CORP                 COM              205638109            326      68,000  X                               68,000
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402            150      15,000  X                               15,000
CONAGRA FOODS INC              COM              205887102          1,080      43,200  X                               43,200
CONCERTO SOFTWARE INC          COM              20602T106            165      24,500  X                               24,500
CONCORD COMMUNICATIONS INC     COM              206186108            178      19,800  X                               19,800
CONCORD EFS INC                COM              206197105            644      40,900  X                               40,900
CONOCOPHILLIPS                 COM              20825C104          2,890      59,725  X                               59,725
CONSOLIDATED EDISON INC        COM              209115104          1,760      41,100  X                               41,100
CONSTELLATION BRANDS INC       CL A             21036P108            332      14,000  X                               14,000
CONSTELLATION ENERGY GROUP I   COM              210371100            367      13,200  X                               13,200
CONVERGYS CORP                 COM              212485106            209      13,800  X                               13,800
COOPER COS INC                 COM NEW          216648402            375      15,000  X                               15,000
COORS ADOLPH CO                CL B             217016104            527       8,600  X                                8,600
CORNING INC                    COM              219350105            252      76,000  X                               76,000
COSTCO WHSL CORP NEW           COM              22160K105          1,021      36,400  X                               36,400
COUNTRYWIDE FINANCIAL CORP     COM              222372104          1,322      25,600  X                               25,600
COVANCE INC                    COM              222816100            492      20,000  X                               20,000
DRS TECHNOLOGIES INC           COM              23330X100            382      12,200  X                               12,200
D R HORTON INC                 COM              23331A109            390      22,500  X                               22,500
DSP GROUP INC                  COM              23332B106            389      24,600  X                               24,600
DTE ENERGY CO                  COM              233331107            608      13,100  X                               13,100
DANA CORP                      COM              235811106            140      11,900  X                               11,900
DANAHER CORP DEL               COM              235851102            788      12,000  X                               12,000
DARDEN RESTAURANTS INC         COM              237194105            748      36,600  X                               36,600
DATASCOPE CORP                 COM              238113104            243       9,800  X                                9,800
DEAN FOODS CO NEW              COM              242370104            965      26,000  X                               26,000
DEL MONTE FOODS CO             COM              24522P103             97      12,594  X                               12,594
DELL COMPUTER CORP             COM              247025109          6,091     227,800  X                              227,800
DELPHI CORP                    COM              247126105            363      45,100  X                               45,100
DELPHI FINL GROUP INC          CL A             247131105            349       9,200  X                                9,200
DELTA & PINE LD CO             COM              247357106            292      14,300  X                               14,300
DELUXE CORP                    COM              248019101            501      11,900  X                               11,900
DENTSPLY INTL INC NEW          COM              249030107          1,944      52,250  X                               52,250
DEVON ENERGY CORP NEW          COM              25179M103            872      19,000  X                               19,000
DIEBOLD INC                    COM              253651103          1,072      26,000  X                               26,000
DISNEY WALT CO                 COM DISNEY       254687106          2,676     164,100  X                              164,100
DOLLAR GEN CORP                COM              256669102            320      26,787  X                               26,787
DOMINION RES INC VA NEW        COM              25746U109          1,164      21,200  X                               21,200
DONNELLEY R R & SONS CO        COM              257867101          1,097      50,400  X                               50,400
DORAL FINL CORP                COM              25811P100            741      25,900  X                               25,900
DOVER CORP                     COM              260003108            475      16,300  X                               16,300
DOW CHEM CO                    COM              260543103          2,154      72,514  X                               72,514
DOW JONES & CO INC             COM              260561105            294       6,800  X                                6,800
DU PONT E I DE NEMOURS & CO    COM              263534109          3,498      82,500  X                               82,500
DUKE ENERGY CORP               COM              264399106          2,235     114,400  X                              114,400
DUPONT PHOTOMASKS INC          COM              26613X101            309      13,300  X                               13,300
DYNEGY INC NEW                 CL A             26816Q101             33      28,200  X                               28,200
E M C CORP MASS                COM              268648102          1,095     178,300  X                              178,300
EOG RES INC                    COM              26875P101            371       9,300  X                                9,300
ESS TECHNOLOGY INC             COM              269151106            333      53,000  X                               53,000
EASTMAN CHEM CO                COM              277432100            228       6,200  X                                6,200
EASTMAN KODAK CO               COM              277461109          1,777      50,700  X                               50,700
EATON CORP                     COM              278058102            437       5,600  X                                5,600
EBAY INC                       COM              278642103          1,546      22,800  X                               22,800
ECOLAB INC                     COM              278865100            510      10,300  X                               10,300
EDISON INTL                    COM              281020107          1,365     115,200  X                              115,200
EFUNDS CORP                    COM              28224R101            344      37,800  X                               37,800
EL PASO CORP                   COM              28336L109            286      41,095  X                               41,095
ELECTRONIC ARTS INC            COM              285512109            562      11,300  X                               11,300
ELECTRONIC DATA SYS NEW        COM              285661104            713      38,700  X                               38,700
ELKCORP                        COM              287456107            173      10,000  X                               10,000
EMERSON ELEC CO                COM              291011104          1,719      33,800  X                               33,800
ENGELHARD CORP                 COM              292845104          1,269      56,800  X                               56,800
ENTERGY CORP NEW               COM              29364G103          1,039      22,800  X                               22,800
ENZON PHARMACEUTICALS INC      COM              293904108            393      23,500  X                               23,500
EQUIFAX INC                    COM              294429105            271      11,700  X                               11,700
EQUITY OFFICE PROPERTIES TRU   COM              294741103            832      33,300  X                               33,300
EQUITY RESIDENTIAL             SH BEN INT       29476L107            536      21,800  X                               21,800
EXELON CORP                    COM              30161N101          2,372      44,950  X                               44,950
EXPEDITORS INTL WASH INC       COM              302130109          1,463      44,800  X                               44,800
EXPRESSJET HOLDINGS INC        CL A             30218U108            339      33,100  X                               33,100
EXPRESS SCRIPTS INC            COM              302182100            336       7,000  X                                7,000
EXTENDED STAY AMER INC         COM              30224P101          1,096      74,300  X                               74,300
EXXON MOBIL CORP               COM              30231G102         19,783     566,200  X                              566,200
FPL GROUP INC                  COM              302571104          1,575      26,200  X                               26,200
FAIR ISAAC & CO INC            COM              303250104          1,068      25,000  X                               25,000
FAMILY DLR STORES INC          COM              307000109            434      13,900  X                               13,900
FEDERAL HOME LN MTG CORP       COM              313400301          4,358      73,800  X                               73,800
FEDERAL NATL MTG ASSN          COM              313586109          6,394      99,400  X                               99,400
FEDERATED DEPT STORES INC DE   COM              31410H101            443      15,400  X                               15,400
FEDEX CORP                     COM              31428X106          1,301      24,000  X                               24,000
FERRO CORP                     COM              315405100            342      14,000  X                               14,000
FIDELITY NATL FINL INC         COM              316326107          1,799      54,800  X                               54,800
FIFTH THIRD BANCORP            COM              316773100          2,748      46,930  X                               46,930
FINANCIAL FED CORP             COM              317492106            327      13,000  X                               13,000
FIRST AMERN CORP CALIF         COM              318522307            315      14,200  X                               14,200
FIRST DATA CORP                COM              319963104          2,457      69,400  X                               69,400
FIRST TENN NATL CORP           COM              337162101          1,952      54,300  X                               54,300
FISERV INC                     COM              337738108            519      15,300  X                               15,300
FLAGSTAR BANCORP INC           COM              337930101            510      23,600  X                               23,600
FIRSTENERGY CORP               COM              337932107            788      23,900  X                               23,900
FLEETBOSTON FINL CORP          COM              339030108          2,042      84,022  X                               84,022
FORD MTR CO DEL                COM PAR $0.01    345370860          1,355     145,700  X                              145,700
FOREST LABS INC                COM              345838106          1,414      14,400  X                               14,400
FORTUNE BRANDS INC             COM              349631101            558      12,000  X                               12,000
FRANKLIN RES INC               COM              354613101            716      21,000  X                               21,000
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857            195      11,600  X                               11,600
GANNETT INC                    COM              364730101          1,831      25,500  X                               25,500
GAP INC DEL                    COM              364760108          1,080      69,600  X                               69,600
GATEWAY INC                    COM              367626108             82      26,100  X                               26,100
GENERAL DYNAMICS CORP          COM              369550108          1,286      16,200  X                               16,200
GENERAL ELEC CO                COM              369604103         20,016     822,000  X                              822,000
GENERAL MLS INC                COM              370334104          1,380      29,400  X                               29,400
GENERAL MTRS CORP              COM              370442105          1,646      44,669  X                               44,669
GENUINE PARTS CO               COM              372460105            431      14,000  X                               14,000
GENZYME CORP                   COM GENL DIV     372917104            506      17,100  X                               17,100
GEORGIA PAC CORP               COM              373298108            298      18,462  X                               18,462
GILLETTE CO                    COM              375766102          2,578      84,900  X                               84,900
GLOBAL IMAGING SYSTEMS         COM              37934A100            386      21,000  X                               21,000
GOLDEN WEST FINL CORP DEL      COM              381317106          1,601      22,300  X                               22,300
GOLDMAN SACHS GROUP INC        COM              38141G104          2,561      37,600  X                               37,600
GOODYEAR TIRE & RUBR CO        COM              382550101             89      13,100  X                               13,100
GRACO INC                      COM              384109104            387      13,500  X                               13,500
GRAINGER W W INC               COM              384802104            387       7,500  X                                7,500
GREENPOINT FINL CORP           COM              395384100          1,608      35,600  X                               35,600
GROUP 1 AUTOMOTIVE INC         COM              398905109            435      18,200  X                               18,200
GUIDANT CORP                   COM              401698105            756      24,500  X                               24,500
HCA INC                        COM              404119109          1,718      41,400  X                               41,400
HALLIBURTON CO                 COM              406216101            645      34,500  X                               34,500
HANCOCK JOHN FINL SVCS INC     COM              41014S106            670      24,000  X                               24,000
HARLEY DAVIDSON INC            COM              412822108          1,123      24,300  X                               24,300
HARRAHS ENTMT INC              COM              413619107            606      15,300  X                               15,300
HARTFORD FINL SVCS GROUP INC   COM              416515104            895      19,700  X                               19,700
HASBRO INC                     COM              418056107            161      13,900  X                               13,900
HEALTHSOUTH CORP               COM              421924101            133      31,600  X                               31,600
HEALTH MGMT ASSOC INC NEW      CL A             421933102            347      19,400  X                               19,400
HEALTH NET INC                 COM              42222G108          1,082      41,000  X                               41,000
HEINZ H J CO                   COM              423074103            927      28,200  X                               28,200
HERSHEY FOODS CORP             COM              427866108            735      10,900  X                               10,900
HEWLETT PACKARD CO             COM              428236103          4,217     242,915  X                              242,915
HILTON HOTELS CORP             COM              432848109            377      29,700  X                               29,700
HOME DEPOT INC                 COM              437076102          4,823     200,800  X                              200,800
HON INDS INC                   COM              438092108            339      12,000  X                               12,000
HONEYWELL INTL INC             COM              438516106          1,570      65,400  X                               65,400
HOT TOPIC INC                  COM              441339108            366      16,000  X                               16,000
HOUSEHOLD INTL INC             COM              441815107          1,023      36,800  X                               36,800
HUMANA INC                     COM              444859102            136      13,600  X                               13,600
HUNTINGTON BANCSHARES INC      COM              446150104            379      20,240  X                               20,240
IMS HEALTH INC                 COM              449934108            381      23,800  X                               23,800
ITT INDS INC IND               COM              450911102          1,402      23,100  X                               23,100
IDEXX LABS INC                 COM              45168D104            394      12,000  X                               12,000
ILLINOIS TOOL WKS INC          COM              452308109          1,589      24,500  X                               24,500
INAMED CORP                    COM              453235103            462      15,000  X                               15,000
INDEPENDENCE CMNTY BK CORP     COM              453414104            330      13,000  X                               13,000
INSIGHT ENTERPRISES INC        COM              45765U103            504      60,700  X                               60,700
INTEL CORP                     COM              458140100          8,408     540,000  X                              540,000
INTERNATIONAL BUSINESS MACHS   COM              459200101         11,300     145,800  X                              145,800
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101            267       7,600  X                                7,600
INTERNATIONAL GAME TECHNOLOG   COM              459902102            547       7,200  X                                7,200
INTL PAPER CO                  COM              460146103          1,357      38,809  X                               38,809
INTERPUBLIC GROUP COS INC      COM              460690100            428      30,400  X                               30,400
INTUIT                         COM              461202103            802      17,100  X                               17,100
INVACARE CORP                  COM              461203101            340      10,200  X                               10,200
IONICS INC                     COM              462218108            335      14,700  X                               14,700
IRWIN FINL CORP                COM              464119106            449      27,200  X                               27,200
ISHARES TR                     S&P MIDCAP 400   464287507            792       9,200  X                                9,200
ISHARES TR                     RUSSELL 3000     464287689          6,061     123,800  X                              123,800
ISHARES TR                     S&P SMLCAP 600   464287804            867       8,900  X                                8,900
ITRON INC                      COM              465741106            357      18,600  X                               18,600
IVAX CORP                      COM              465823102            910      75,000  X                               75,000
JDS UNIPHASE CORP              COM              46612J101            270     109,200  X                              109,200
J P MORGAN CHASE & CO          COM              46625H100          3,953     164,700  X                              164,700
JABIL CIRCUIT INC              COM              466313103            285      15,900  X                               15,900
JAKKS PAC INC                  COM              47012E106            562      41,700  X                               41,700
JEFFERSON PILOT CORP           COM              475070108          1,420      37,250  X                               37,250
JOHNSON & JOHNSON              COM              478160104         13,734     255,700  X                              255,700
JOHNSON CTLS INC               COM              478366107          2,205      27,500  X                               27,500
JONES APPAREL GROUP INC        COM              480074103            631      17,800  X                               17,800
KLA-TENCOR CORP                COM              482480100            531      15,000  X                               15,000
KANSAS CITY SOUTHERN           COM NEW          485170302            262      21,800  X                               21,800
KELLOGG CO                     COM              487836108          1,121      32,700  X                               32,700
KERR MCGEE CORP                COM              492386107            356       8,042  X                                8,042
KEYCORP NEW                    COM              493267108            857      34,100  X                               34,100
KEYSPAN CORP                   COM              49337W100            395      11,200  X                               11,200
KIMBERLY CLARK CORP            COM              494368103          2,008      42,300  X                               42,300
KINDER MORGAN INC KANS         COM              49455P101            643      15,200  X                               15,200
KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   494550106          1,050      30,000  X                               30,000
KING PHARMACEUTICALS INC       COM              495582108          1,394      81,100  X                               81,100
KNIGHT RIDDER INC              COM              499040103            430       6,800  X                                6,800
KOHLS CORP                     COM              500255104          1,505      26,900  X                               26,900
KROGER CO                      COM              501044101            995      64,400  X                               64,400
LNR PPTY CORP                  COM              501940100            460      13,000  X                               13,000
LSI LOGIC CORP                 COM              502161102            170      29,500  X                               29,500
L-3 COMMUNICATIONS HLDGS INC   COM              502424104          1,163      25,900  X                               25,900
LANDAMERICA FINL GROUP INC     COM              514936103            461      13,000  X                               13,000
LEAR CORP                      COM              521865105            216       6,500  X                                6,500
LEGGETT & PLATT INC            COM              524660107            355      15,800  X                               15,800
LEHMAN BROS HLDGS INC          COM              524908100          1,044      19,600  X                               19,600
LENNAR CORP                    COM              526057104            341       6,600  X                                6,600
LEXMARK INTL NEW               CL A             529771107            944      15,600  X                               15,600
LILLY ELI & CO                 COM              532457108          5,931      93,400  X                               93,400
LIMITED BRANDS INC             COM              532716107            579      41,600  X                               41,600
LINCARE HLDGS INC              COM              532791100            949      30,000  X                               30,000
LINCOLN NATL CORP IND          COM              534187109            480      15,200  X                               15,200
LINEAR TECHNOLOGY CORP         COM              535678106            656      25,500  X                               25,500
LINENS N THINGS INC            COM              535679104          1,254      55,500  X                               55,500
LIZ CLAIBORNE INC              COM              539320101          1,201      40,500  X                               40,500
LOCKHEED MARTIN CORP           COM              539830109          2,662      46,100  X                               46,100
LOEWS CORP                     COM              540424108            685      15,400  X                               15,400
LOWES COS INC                  COM              548661107          2,606      69,500  X                               69,500
LUCENT TECHNOLOGIES INC        COM              549463107            347     275,300  X                              275,300
MBIA INC                       COM              55262C100          1,515      34,550  X                               34,550
MBNA CORP                      COM              55262L100          2,924     153,750  X                              153,750
M D C HLDGS INC                COM              552676108          1,144      29,900  X                               29,900
MGIC INVT CORP WIS             COM              552848103            355       8,600  X                                8,600
MAGNA INTL INC                 CL A             559222401            270       4,800  X                                4,800
MARATHON OIL CORP              COM              565849106          1,705      80,100  X                               80,100
MARSH & MCLENNAN COS INC       COM              571748102          2,042      44,200  X                               44,200
MARSHALL & ILSLEY CORP         COM              571834100            471      17,200  X                               17,200
MARRIOTT INTL INC NEW          CL A             571903202            638      19,400  X                               19,400
MASCO CORP                     COM              574599106          1,010      48,000  X                               48,000
MATTEL INC                     COM              577081102            665      34,700  X                               34,700
MAXIM INTEGRATED PRODS INC     COM              57772K101            866      26,200  X                               26,200
MAY DEPT STORES CO             COM              577778103            777      33,800  X                               33,800
MAXIMUS INC                    COM              577933104            371      14,200  X                               14,200
MCDONALDS CORP                 COM              580135101          1,663     103,400  X                              103,400
MCGRAW HILL COS INC            COM              580645109            943      15,600  X                               15,600
MCKESSON CORP                  COM              58155Q103            851      31,500  X                               31,500
MEADWESTVACO CORP              COM              583334107            396      16,018  X                               16,018
MEDIMMUNE INC                  COM              584699102            541      19,900  X                               19,900
MEDQUIST INC                   COM              584949101          1,082      53,400  X                               53,400
MEDTRONIC INC                  COM              585055106          4,441      97,400  X                               97,400
MELLON FINL CORP               COM              58551A108            927      35,500  X                               35,500
MENTOR CORP MINN               COM              587188103            385      10,000  X                               10,000
MERCANTILE BANKSHARES CORP     COM              587405101            417      10,800  X                               10,800
MERCK & CO INC                 COM              589331107         11,537     203,800  X                              203,800
MERRILL LYNCH & CO INC         COM              590188108          2,573      67,800  X                               67,800
METHODE ELECTRS INC            CL A             591520200            643      58,600  X                               58,600
METLIFE INC                    COM              59156R108          1,576      58,300  X                               58,300
MICHAELS STORES INC            COM              594087108            423      13,500  X                               13,500
MICROSOFT CORP                 COM              594918104         23,265     450,000  X                              450,000
MICRON TECHNOLOGY INC          COM              595112103            470      48,300  X                               48,300
MIRANT CORP                    COM              604675108             60      32,200  X                               32,200
MOBILE MINI INC                COM              60740F105            611      39,000  X                               39,000
MOHAWK INDS INC                COM              608190104          1,025      18,000  X                               18,000
MOLEX INC                      COM              608554101            359      15,600  X                               15,600
MONSANTO CO NEW                COM              61166W101            343      17,809  X                               17,809
MOODYS CORP                    COM              615369105            764      18,500  X                               18,500
MOOG INC                       CL A             615394202            441      14,200  X                               14,200
MORGAN STANLEY                 COM NEW          617446448          4,495     112,600  X                              112,600
MOTOROLA INC                   COM              620076109          1,549     179,100  X                              179,100
MYLAN LABS INC                 COM              628530107          1,836      52,600  X                               52,600
NBTY INC                       COM              628782104            422      24,000  X                               24,000
NVR INC                        COM              62944T105            392       1,200  X                                1,200
NATIONAL CITY CORP             COM              635405103          1,336      48,900  X                               48,900
NATIONAL SEMICONDUCTOR CORP    COM              637640103            215      14,300  X                               14,300
NAUTICA ENTERPRISES INC        COM              639089101            236      21,200  X                               21,200
NAUTILUS GROUP INC             COM              63910B102            363      27,200  X                               27,200
NDCHEALTH CORP                 COM              639480102            316      15,900  X                               15,900
NETWORKS ASSOCS INC            COM              640938106            237      14,700  X                               14,700
NETWORK APPLIANCE INC          COM              64120L104            269      26,900  X                               26,900
NEW CENTURY FINANCIAL CORP     COM              64352D101            437      17,200  X                               17,200
NEW YORK TIMES CO              CL A             650111107            553      12,100  X                               12,100
NEWELL RUBBERMAID INC          COM              651229106            650      21,420  X                               21,420
NEWFIELD EXPL CO               COM              651290108            299       8,300  X                                8,300
NEWMONT MINING CORP            COM              651639106            914      31,500  X                               31,500
NEXTEL COMMUNICATIONS INC      CL A             65332V103          1,015      87,900  X                               87,900
NIKE INC                       CL B             654106103            961      21,600  X                               21,600
NISOURCE INC                   COM              65473P105            334      16,700  X                               16,700
NORDSTROM INC                  COM              655664100            205      10,800  X                               10,800
NORFOLK SOUTHERN CORP          COM              655844108            622      31,100  X                               31,100
NORTH FORK BANCORPORATION NY   COM              659424105          1,360      40,300  X                               40,300
NORTHERN BORDER PARTNERS L P   UNIT LTD PARTN   664785102            432      11,400  X                               11,400
NORTHERN TR CORP               COM              665859104            627      17,900  X                               17,900
NORTHROP GRUMMAN CORP          COM              666807102          1,393      14,364  X                               14,364
NORTHWESTERN CORP              COM              668074107            366      72,100  X                               72,100
NOVELL INC                     COM              670006105             98      29,200  X                               29,200
NOVELLUS SYS INC               COM              670008101            323      11,500  X                               11,500
NUCOR CORP                     COM              670346105            260       6,300  X                                6,300
NUEVO ENERGY CO                COM              670509108            122      11,000  X                               11,000
NVIDIA CORP                    COM              67066G104            134      11,600  X                               11,600
OCCIDENTAL PETE CORP DEL       COM              674599105          1,323      46,500  X                               46,500
OCULAR SCIENCES INC            COM              675744106            292      18,800  X                               18,800
OFFICE DEPOT INC               COM              676220106            365      24,700  X                               24,700
OMNICARE INC                   COM              681904108          1,096      46,000  X                               46,000
OMNICOM GROUP INC              COM              681919106            963      14,900  X                               14,900
ORACLE CORP                    COM              68389X105          4,777     442,300  X                              442,300
ORTHODONTIC CTRS AMER INC      COM              68750P103            535      49,000  X                               49,000
OUTBACK STEAKHOUSE INC         COM              689899102          1,033      30,000  X                               30,000
OVERTURE SVCS INC              COM              69039R100            983      36,000  X                               36,000
PG&E CORP                      COM              69331C108            434      31,200  X                               31,200
PMC-SIERRA INC                 COM              69344F106             74      13,300  X                               13,300
PNC FINL SVCS GROUP INC        COM              693475105            972      23,200  X                               23,200
PPG INDS INC                   COM              693506107          2,001      39,900  X                               39,900
PPL CORP                       COM              69351T106          1,495      43,100  X                               43,100
PRG-SCHULTZ INTERNATIONAL IN   COM              69357C107            271      30,500  X                               30,500
PACCAR INC                     COM              693718108            429       9,300  X                                9,300
PACIFIC SUNWEAR CALIF INC      COM              694873100            716      40,500  X                               40,500
PACTIV CORP                    COM              695257105            280      12,800  X                               12,800
PALL CORP                      COM              696429307          1,181      70,800  X                               70,800
PAPA JOHNS INTL INC            COM              698813102            362      13,000  X                               13,000
PARAMETRIC TECHNOLOGY CORP     COM              699173100             53      20,900  X                               20,900
PAREXEL INTL CORP              COM              699462107            131      11,900  X                               11,900
PARKER HANNIFIN CORP           COM              701094104          1,564      33,900  X                               33,900
PAXAR CORP                     COM              704227107            398      27,000  X                               27,000
PAYCHEX INC                    COM              704326107          1,071      38,400  X                               38,400
PENNEY J C INC                 COM              708160106            488      21,200  X                               21,200
PEOPLESOFT INC                 COM              712713106            447      24,400  X                               24,400
PEPSI BOTTLING GROUP INC       COM              713409100            589      22,900  X                               22,900
PEPSICO INC                    COM              713448108          5,944     140,790  X                              140,790
PERKINELMER INC                COM              714046109            520      63,000  X                               63,000
PFIZER INC                     COM              717081103         15,973     522,500  X                              522,500
PHARMACIA CORP                 COM              71713U102          4,364     104,397  X                              104,397
PHILIP MORRIS COS INC          COM              718154107          7,064     174,300  X                              174,300
PHOTRONICS INC                 COM              719405102            306      22,300  X                               22,300
PIER 1 IMPORTS INC             COM              720279108            203      10,700  X                               10,700
PINNACLE ENTMT INC             COM              723456109            134      19,300  X                               19,300
PINNACLE WEST CAP CORP         COM              723484101            232       6,800  X                                6,800
PIONEER STD ELECTRS INC        COM              723877106            204      22,200  X                               22,200
PITNEY BOWES INC               COM              724479100            856      26,200  X                               26,200
PLUM CREEK TIMBER CO INC       COM              729251108            347      14,700  X                               14,700
PRAXAIR INC                    COM              74005P104          1,785      30,900  X                               30,900
PRESIDENTIAL LIFE CORP         COM              740884101            117      11,800  X                               11,800
PRICE T ROWE GROUP INC         COM              74144T108            270       9,900  X                                9,900
PRIME HOSPITALITY CORP         COM              741917108            554      68,000  X                               68,000
PRINCIPAL FINANCIAL GROUP IN   COM              74251V102            883      29,300  X                               29,300
PRIORITY HEALTHCARE CORP       CL B             74264T102            297      12,800  X                               12,800
PROCTER & GAMBLE CO            COM              742718109          9,917     115,400  X                              115,400
PROGRESS ENERGY INC            COM              743263105            763      17,600  X                               17,600
PROGRESSIVE CORP OHIO          COM              743315103          1,146      23,100  X                               23,100
PROTECTIVE LIFE CORP           COM              743674103            394      14,300  X                               14,300
PROVIDENT BANKSHARES CORP      COM              743859100            370      16,000  X                               16,000
PROVINCE HEALTHCARE CO         COM              743977100            175      18,000  X                               18,000
PROVIDIAN FINL CORP            COM              74406A102            149      22,900  X                               22,900
PRUDENTIAL FINL INC            COM              744320102          1,498      47,200  X                               47,200
PUBLIC SVC ENTERPRISE GROUP    COM              744573106            533      16,600  X                               16,600
PUGET ENERGY INC NEW           COM              745310102            216       9,800  X                                9,800
PULTE HOMES INC                COM              745867101          1,637      34,200  X                               34,200
QLOGIC CORP                    COM              747277101            259       7,500  X                                7,500
QUALCOMM INC                   COM              747525103          2,245      61,700  X                               61,700
QUEST DIAGNOSTICS INC          COM              74834L100            450       7,900  X                                7,900
QUIKSILVER INC                 COM              74838C106            285      10,700  X                               10,700
QWEST COMMUNICATIONS INTL IN   COM              749121109            670     133,900  X                              133,900
R & G FINANCIAL CORP           CL B             749136107            395      17,000  X                               17,000
RADIAN GROUP INC               COM              750236101            333       8,976  X                                8,976
RADIANT SYSTEMS INC            COM              75025N102            158      16,400  X                               16,400
RADIOSHACK CORP                COM              750438103            270      14,400  X                               14,400
RARE HOSPITALITY INTL INC      COM              753820109            439      15,900  X                               15,900
RATIONAL SOFTWARE CORP         COM NEW          75409P202            162      15,600  X                               15,600
RAYTHEON CO                    COM NEW          755111507            966      31,400  X                               31,400
RECKSON ASSOCS RLTY CORP       COM              75621K106            232      11,000  X                               11,000
REGIS CORP MINN                COM              758932107            364      14,000  X                               14,000
REGIONS FINL CORP              COM              758940100            610      18,300  X                               18,300
REPUBLIC SVCS INC              COM              760759100            294      14,000  X                               14,000
RESPIRONICS INC                COM              761230101            365      12,000  X                               12,000
REYNOLDS & REYNOLDS CO         CL A             761695105            993      39,000  X                               39,000
REYNOLDS R J TOB HLDGS INC     COM              76182K105            312       7,400  X                                7,400
RIGGS NATL CORP WASH DC        COM              766570105            451      29,100  X                               29,100
RIGHT MGMT CONSULTANTS INC     COM              766573109            409      30,900  X                               30,900
ROBERT HALF INTL INC           COM              770323103            227      14,100  X                               14,100
ROCKWELL AUTOMATION INC        COM              773903109            307      14,800  X                               14,800
ROCKWELL COLLINS INC           COM              774341101            670      28,800  X                               28,800
ROHM & HAAS CO                 COM              775371107            575      17,700  X                               17,700
ROPER INDS INC NEW             COM              776696106            311       8,500  X                                8,500
ROSS STORES INC                COM              778296103          1,653      39,000  X                               39,000
ROYAL BK CDA MONTREAL QUE      COM              780087102            312       8,499  X                                8,499
RYLAND GROUP INC               COM              783764103            874      26,200  X                               26,200
SBC COMMUNICATIONS INC         COM              78387G103          7,916     292,000  X                              292,000
SLM CORP                       COM              78442P106          1,309      12,600  X                               12,600
SWS GROUP INC                  COM              78503N107            205      15,089  X                               15,089
SABRE HLDGS CORP               CL A             785905100            207      11,439  X                               11,439
SAFECO CORP                    COM              786429100            357      10,300  X                               10,300
SAFEWAY INC                    COM NEW          786514208          1,864      79,800  X                               79,800
ST JUDE MED INC                COM              790849103            556      14,000  X                               14,000
ST PAUL COS INC                COM              792860108            569      16,700  X                               16,700
SALTON INC                     COM              795757103            110      11,400  X                               11,400
SANMINA SCI CORP               COM              800907107            189      42,100  X                               42,100
SARA LEE CORP                  COM              803111103          2,480     110,183  X                              110,183
SCANSOURCE INC                 COM              806037107            296       6,000  X                                6,000
SCHEIN HENRY INC               COM              806407102            212       4,700  X                                4,700
SCHERING PLOUGH CORP           COM              806605101          2,764     124,500  X                              124,500
SCHLUMBERGER LTD               COM              806857108          1,953      46,400  X                               46,400
SCHWAB CHARLES CORP NEW        COM              808513105          1,193     109,950  X                              109,950
SCIENTIFIC ATLANTA INC         COM              808655104            149      12,600  X                               12,600
SCOTTS CO                      CL A             810186106            206       4,200  X                                4,200
SEALED AIR CORP NEW            COM              81211K100            250       6,700  X                                6,700
SEARS ROEBUCK & CO             COM              812387108          1,550      64,700  X                               64,700
SELECTIVE INS GROUP INC        COM              816300107            491      19,500  X                               19,500
SEMPRA ENERGY                  COM              816851109            395      16,700  X                               16,700
SERENA SOFTWARE INC            COM              817492101            369      23,400  X                               23,400
SHERWIN WILLIAMS CO            COM              824348106            350      12,400  X                               12,400
SIEBEL SYS INC                 COM              826170102            275      37,200  X                               37,200
SIERRA HEALTH SVCS INC         COM              826322109            455      37,900  X                               37,900
SIGMA ALDRICH CORP             COM              826552101            287       5,900  X                                5,900
SILGAN HOLDINGS INC            COM              827048109            420      17,000  X                               17,000
SIMON PPTY GROUP INC NEW       COM              828806109            511      15,000  X                               15,000
SOLA INTL INC                  COM              834092108            164      12,600  X                               12,600
SOLECTRON CORP                 COM              834182107            234      66,000  X                               66,000
SONIC AUTOMOTIVE INC           CL A             83545G102            361      24,300  X                               24,300
SOURCECORP                     COM              836167106            340      18,300  X                               18,300
SOUTHERN CO                    COM              842587107          2,669      94,000  X                               94,000
SOUTHERN UN CO NEW             COM              844030106            223      13,500  X                               13,500
SOUTHTRUST CORP                COM              844730101          1,178      47,400  X                               47,400
SOUTHWEST AIRLS CO             COM              844741108            857      61,650  X                               61,650
SOVEREIGN BANCORP INC          COM              845905108            984      70,000  X                               70,000
SPRINT CORP                    COM FON GROUP    852061100          1,467     101,300  X                              101,300
SPRINT CORP                    PCS COM SER 1    852061506            348      79,500  X                               79,500
STANCORP FINL GROUP INC        COM              852891100            264       5,400  X                                5,400
STANDARD PAC CORP NEW          COM              85375C101            347      14,000  X                               14,000
STANLEY WKS                    COM              854616109            235       6,800  X                                6,800
STAPLES INC                    COM              855030102            679      37,100  X                               37,100
STARBUCKS CORP                 COM              855244109            628      30,800  X                               30,800
STARWOOD HOTELS&RESORTS WRLD   PAIRED CTF       85590A203            377      15,900  X                               15,900
STATE STR CORP                 COM              857477103          1,018      26,100  X                               26,100
STEAK N SHAKE CO               COM              857873103            115      11,500  X                               11,500
STEEL DYNAMICS INC             COM              858119100            375      31,200  X                               31,200
STEEL TECHNOLOGIES INC         COM              858147101            448      26,400  X                               26,400
STERLING BANCSHARES INC        COM              858907108            348      28,500  X                               28,500
STILWELL FINL INC              COM              860831106            233      17,800  X                               17,800
STONE ENERGY CORP              COM              861642106            624      18,700  X                               18,700
STRIDE RITE CORP               COM              863314100            159      22,200  X                               22,200
STRYKER CORP                   COM              863667101          1,060      15,800  X                               15,800
SUN MICROSYSTEMS INC           COM              866810104            813     261,400  X                              261,400
SUNGARD DATA SYS INC           COM              867363103            540      22,900  X                               22,900
SUNOCO INC                     COM              86764P109            202       6,100  X                                6,100
SUNRISE ASSISTED LIVING INC    COM              86768K106            662      26,600  X                               26,600
SUNTRUST BKS INC               COM              867914103          1,321      23,200  X                               23,200
SUPERVALU INC                  COM              868536103            360      21,800  X                               21,800
SWIFT ENERGY CO                COM              870738101            196      20,300  X                               20,300
SYMANTEC CORP                  COM              871503108            316       7,800  X                                7,800
SYMBOL TECHNOLOGIES INC        COM              871508107            151      18,400  X                               18,400
SYNOPSYS INC                   COM              871607107            969      21,000  X                               21,000
SYNOVUS FINL CORP              COM              87161C105            454      23,400  X                               23,400
SYSCO CORP                     COM              871829107          1,594      53,500  X                               53,500
TECO ENERGY INC                COM              872375100            173      11,200  X                               11,200
TJX COS INC NEW                COM              872540109            855      43,800  X                               43,800
TXU CORP                       COM              873168108            809      43,300  X                               43,300
TAKE-TWO INTERACTIVE SOFTWAR   COM              874054109            352      15,000  X                               15,000
TARGET CORP                    COM              87612E106          2,178      72,600  X                               72,600
TECH DATA CORP                 COM              878237106            728      27,000  X                               27,000
TELLABS INC                    COM              879664100            240      33,000  X                               33,000
TENET HEALTHCARE CORP          COM              88033G100            645      39,300  X                               39,300
TERADYNE INC                   COM              880770102            189      14,500  X                               14,500
TETRA TECHNOLOGIES INC DEL     COM              88162F105            329      15,400  X                               15,400
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209            394      10,200  X                               10,200
TEXAS INDS INC                 COM              882491103            219       9,000  X                                9,000
TEXAS INSTRS INC               COM              882508104          2,097     139,700  X                              139,700
TEXTRON INC                    COM              883203101          1,565      36,400  X                               36,400
THERMO ELECTRON CORP           COM              883556102          1,302      64,700  X                               64,700
3M CO                          COM              88579Y101          4,525      36,700  X                               36,700
TIFFANY & CO NEW               COM              886547108            280      11,700  X                               11,700
TOLL BROTHERS INC              COM              889478103            404      20,000  X                               20,000
TOO INC                        COM              890333107            315      13,400  X                               13,400
TORCHMARK CORP                 COM              891027104            365      10,000  X                               10,000
TOWER AUTOMOTIVE INC           COM              891707101            340      75,600  X                               75,600
TOYS R US INC                  COM              892335100            158      15,800  X                               15,800
TRAVELERS PPTY CAS CORP NEW    CL B             89420G406          1,185      80,900  X                               80,900
TREDEGAR CORP                  COM              894650100            321      21,400  X                               21,400
TRIAD GTY INC                  COM              895925105            358       9,700  X                                9,700
TRIBUNE CO NEW                 COM              896047107          1,414      31,100  X                               31,100
TRUSTCO BK CORP N Y            COM              898349105            363      33,700  X                               33,700
TYCO INTL LTD NEW              COM              902124106          2,743     160,600  X                              160,600
TYSON FOODS INC                CL A             902494103            920      82,000  X                               82,000
UGI CORP NEW                   COM              902681105            411      11,000  X                               11,000
UST INC                        COM              902911106            451      13,500  X                               13,500
US BANCORP DEL                 COM NEW          902973304          4,318     203,500  X                              203,500
URS CORP NEW                   COM              903236107            333      23,400  X                               23,400
UNION PAC CORP                 COM              907818108          1,443      24,100  X                               24,100
UNION PLANTERS CORP            COM              908068109          1,425      50,650  X                               50,650
UNIONBANCAL CORP               COM              908906100            491      12,500  X                               12,500
UNISOURCE ENERGY CORP          COM              909205106            299      17,300  X                               17,300
UNISYS CORP                    COM              909214108            256      25,900  X                               25,900
UNIT CORP                      COM              909218109            445      24,000  X                               24,000
UNITED NAT FOODS INC           COM              911163103            431      17,000  X                               17,000
UNITED PARCEL SERVICE INC      CL B             911312106          5,803      92,000  X                               92,000
UNITED TECHNOLOGIES CORP       COM              913017109          3,438      55,500  X                               55,500
UNITEDHEALTH GROUP INC         COM              91324P102          2,371      28,400  X                               28,400
UNIVISION COMMUNICATIONS INC   CL A             914906102            414      16,900  X                               16,900
UNOCAL CORP                    COM              915289102            599      19,600  X                               19,600
UNUMPROVIDENT CORP             COM              91529Y106            342      19,506  X                               19,506
USFREIGHTWAYS CORP             COM              916906100            285       9,900  X                                9,900
UTSTARCOM INC                  COM              918076100            952      48,000  X                               48,000
V F CORP                       COM              918204108            562      15,600  X                               15,600
VEECO INSTRS INC DEL           COM              922417100            154      13,300  X                               13,300
VERITAS DGC INC                COM              92343P107            224      28,300  X                               28,300
VERIZON COMMUNICATIONS         COM              92343V104          9,392     242,362  X                              242,362
VERITAS SOFTWARE CO            COM              923436109            503      32,200  X                               32,200
VIASAT INC                     COM              92552V100            195      16,900  X                               16,900
VIACOM INC                     CL B             925524308          5,816     142,700  X                              142,700
VINTAGE PETE INC               COM              927460105            173      16,400  X                               16,400
VISTEON CORP                   COM              92839U107             73      10,484  X                               10,484
VULCAN MATLS CO                COM              929160109            304       8,100  X                                8,100
WACHOVIA CORP 2ND NEW          COM              929903102          5,120     140,500  X                              140,500
WAL MART STORES INC            COM              931142103         19,042     377,000  X                              377,000
WALGREEN CO                    COM              931422109          2,399      82,200  X                               82,200
WASHINGTON MUT INC             COM              939322103          4,713     136,500  X                              136,500
WASTE CONNECTIONS INC          COM              941053100            483      12,500  X                               12,500
WASTE MGMT INC DEL             COM              94106L109          1,157      50,500  X                               50,500
WATERS CORP                    COM              941848103            229      10,500  X                               10,500
WATSON PHARMACEUTICALS INC     COM              942683103          1,233      43,600  X                               43,600
WELLPOINT HEALTH NETWORK NEW   COM              94973H108          2,391      33,600  X                               33,600
WELLS FARGO & CO NEW           COM              949746101          6,393     136,400  X                              136,400
WENDYS INTL INC                COM              950590109          1,353      50,000  X                               50,000
WEYERHAEUSER CO                COM              962166104            871      17,700  X                               17,700
WHIRLPOOL CORP                 COM              963320106            569      10,900  X                               10,900
WHITNEY HLDG CORP              COM              966612103            367      11,000  X                               11,000
WHOLE FOODS MKT INC            COM              966837106            422       8,000  X                                8,000
WILLIAMS COS INC DEL           COM              969457100            112      41,500  X                               41,500
WINN DIXIE STORES INC          COM              974280109            173      11,300  X                               11,300
WOLVERINE WORLD WIDE INC       COM              978097103            328      21,700  X                               21,700
WORTHINGTON INDS INC           COM              981811102          1,181      77,500  X                               77,500
WRIGLEY WM JR CO               COM              982526105            993      18,100  X                               18,100
WYETH                          COM              983024100          3,968     106,100  X                              106,100
XCEL ENERGY INC                COM              98389B100            326      29,655  X                               29,655
XILINX INC                     COM              983919101            556      27,000  X                               27,000
XEROX CORP                     COM              984121103            466      57,900  X                               57,900
YAHOO INC                      COM              984332106            765      46,800  X                               46,800
YUM BRANDS INC                 COM              988498101            567      23,400  X                               23,400
ZALE CORP NEW                  COM              988858106          1,183      37,100  X                               37,100
ZIMMER HLDGS INC               COM              98956P102            648      15,600  X                               15,600
ZIONS BANCORPORATION           COM              989701107            331       8,400  X                                8,400
ZORAN CORP                     COM              98975F101            291      20,700  X                               20,700
ZOLL MED CORP                  COM              989922109            382      10,700  X                               10,700